Hevlaska has more parts than a HEAD - read chapters 6 and 7 again - whatever she was doing to Allen. o_o And her body is that circle thing where all the Innocence is kept. (Is she like a ghost or something...?)

Uh... yeah, I'd say those are tentacles. Thankfully, D.Gray-Man is not going in an ecchi direction (if the worst thing you have is Rabi - and I'm not counting the covers), so the tentacles are just... for examining Innocence.